PROVIDING CLARITY IN A CHANGING MARKETPLACE

These solutions involve the development and use of state-of-the-art applications
targeted at solving complex and evolving risk and valuation problems commonly
encountered by financial institutions and—originators of mortgage loans and RMBS.

is a complete valuation solution that integrates VECTORS® prepayment, credit and
valuation solutions into a single flexible platform. It incorporates standard and advanced valuation
techniques including OAS, prOAS, Credit OAS, scenario analysis, and derivative pricing.READ MORE

is a comprehensive solution for investors to monitor and quantify the changing credit characteristics of private label mortgage-backed securities (PLMBS). It's an easy-to-use web-based tool that computes four principal risk measures (Breakpoint Ratio, Effective Thickness, Average Loss and Expected Shortfall), along with an overall composite risk score, called the CreditProfile Category. The tool offers both a single security screen and a portfolio mode.READ MORE

Integrating AD&Co's proprietary models

Prepayment & Credit Models

Manage interest rate and credit risk in your mortgage portfolio by forecasting prepayment, delinquency, default and loss probabilities. See how the forecasts change with
changing economic and market conditions such as home prices and interest rates. Tune the models for your specific portfolio.
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Valuation Models

Make better hedging, valuation and risk management decisions by seeing how your position will behave under different yield curve, volatility and home price scenarios.
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